Systematic Trader Index For November 2017

Monthly Rankings

Rank CTA/Program Nov 2017 Min Inv Inception
144 Covenant Capital Management
Optimal Program
-14.23 10k 2/1/2014
143 Silicon Valley Quantitative Advisors
UQP Large
-8.55 500k 1/1/2009
142 Red Rock Capital, LLC
Commodity Long-Short
-7.88 500k 9/1/2013
141 Qbasis Invest
Qbasis i Trend Fund
-6.97 1k 1/1/2014
140 Prolific Capital Markets, LLC
Prolific Swiss System
-6.55 10,000k 1/1/2014
139 Bulkara Capital
Bulkara Systematic Fund SP
-6.46 250k 4/1/2014
138 Worldwide Capital Strategies
Profit Quest Macro World
-5.60 100k 1/1/2010
137 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-4.73 100k 4/1/2014
136 Candriam Investor Group
Alternative Return Systemat
-4.04 125k 1/1/2007
135 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.82 100k 1/1/2016
134 Emil van Essen
EvE Systematic Commodity Opportunities
-3.22 500k 5/1/2016
133 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-3.20 750k 5/1/2015
132 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.74 500k 9/1/2013
131 Estlander & Partners
Alpha Trend II - Class P
-2.22 100k 12/1/2008
130 Alee Capital Management, LLC
Poniente Program
-2.18 2,500k 1/1/1999
129 dormouse Limited
dormouse - Managed Account
-2.16 10,000k 7/1/2011
128 Dreiss Research Corporation
Diversified Program
-2.15 1,000k 5/1/1991
127 Glenhaven Capital LLC
Glenhaven Global II LP
-2.12 25k 4/1/2012
126 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.06 100k 10/1/2011
125 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.02 20,000k 5/1/2013
124 Jaguar Investments Ltd
Aegir Capital Strategy
-1.93 1,000k 1/1/2012
123 R Best LLC
R Best Private Client Program
-1.93 50k 2/1/2010
122 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.86 3,000k 5/1/2010
121 Conquest Capital Group
Conquest Select
-1.82 250k 6/1/2004
120 Crabel Capital Management
Crabel Multi-Product
-1.81 1,000k 3/1/1998
119 Emil van Essen
Long-Short Commodity Program
-1.77 1,000k 6/1/2013
118 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.73 1,000k 1/1/2013
117 Aquantum
Aquantum Global Systematic Program (AGS)
-1.71 5,000k 7/1/2013
116 Estlander & Partners
Freedom
-1.70 20,000k 8/1/2010
115 ISAM
ISAM Systematic Trend Fund
-1.64 1,000k 6/1/2001
114 Emil van Essen
Spread Trading Program Limited
-1.60 5,000k 7/1/2013
113 SandPointe
SandPointe All-Seasons Strategy
-1.60 5,000k 1/1/2015
112 Eclipse Capital Management
Alpha Asia
-1.58 25,000k 1/1/2015
111 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.35 50k 7/1/2011
110 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.29 10,000k 2/1/2008
109 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.27 250k 3/1/2010
108 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-1.23 200k 2/1/2015
107 Linnis
Linnis ONE, LP
-1.17 100k 8/1/2014
106 Alee Capital Management, LLC
Mistral Program
-1.11 2,500k 1/1/1999
105 Millburn Corporation
Commodity Program
-1.08 25,000k 3/1/2005
104 Tomas Capital Pty Ltd
GCAF | USD
-1.06 1,500k 7/1/2011
103 Non Correlated Capital
Positive Theta Program
-1.04 250k 10/1/2007
102 Typhon Capital Management, LLC
Chiron Currency Program
-1.01 250k 2/1/2008
101 R Best LLC
World Select Program
-1.01 2,000k 4/1/2016
100 QTS Capital Management, LLC
FX Managed Account
-1.00 100k 1/1/2011
99 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.96 5,000k 8/1/2000
98 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.95 2,000k 7/1/2013
97 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.95 5,000k 6/1/2010
96 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.84 500k 6/1/2007
95 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.80 250k 5/1/2013
94 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.77 3,000k 9/1/2015
93 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.73 5,000k 7/1/2013
92 ProfitScore Capital Management
Long/Short US Treasury
-0.70 10,000k 10/1/2015
91 Millburn Corporation
Multi-Markets Program
-0.70 25,000k 10/1/2004
90 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.68 1,000k 3/1/2003
89 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.66 10,000k 10/1/1993
88 Robust Methods LLC
Macro Managed Account
-0.60 5,000k 1/1/2005
87 QTS Capital Management, LLC
QTS Partners, L.P.
-0.56 100k 1/1/2011
86 Paradox Capital Management
Sentiment Program (1X)
-0.51 1,000k 1/1/2013
85 Soaring Pelican, LLC
Diversified S&P Program
-0.45 100k 1/1/2011
84 Eamon Capital
Zephyr Program
-0.41 600k 1/1/2016
83 Tom Capital AG
Tom Capital Growth Fund
-0.40 5,000k 12/1/2015
82 Crabel Capital Management
WPD Crabel Futures Program
-0.36 1,000k 7/1/2008
81 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.32 1,000k 3/1/2007
80 FORT LP
Fort Global Contrarian
-0.30 2,000k 10/1/2002
79 SandPointe
SandPointe Opportunities Strategy
-0.28 5,000k 5/1/2014
78 Typhon Capital Management, LLC
Helios Deutsche
-0.28 250k 4/1/2014
77 Melissinos Trading
Eupatrid Program
-0.21 50k 1/1/2011
76 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
75 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
74 Blake Capital Management, Inc.
SRD Short Equities
-0.13 100k 1/1/2011
73 Superfund Group
Superfund Red EUR SICAV
-0.10 10k 3/1/2013
72 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
-0.08 40k 1/1/2016
71 Seven Capital Management
Seven Fixed Income Fund
-0.07 100k 9/1/2010
70 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
69 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.01 1,000k 5/1/2014
68 Meliora Capital LLP
Commodity Absolute Return (1x)
0.03 250k 11/1/2014
67 Blake Capital Management, Inc.
SRD Currencies
0.10 100k 3/1/2013
66 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.11 100k 2/1/2010
65 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
0.13 100k 12/1/2014
64 Metolius Capital LLC
Metolius Diversified
0.13 100k 6/1/2010
63 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.23 250k 11/1/1996
62 Superfund Group
Superfund Red USD SICAV
0.24 10k 3/1/2013
61 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.36 100k 4/1/2015
60 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.38 1,000k 4/1/2015
59 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.41 1k 10/1/2006
58 Certeza Asset Management
Omni
0.42 500k 11/1/2014
57 Certeza Asset Management
Macro Vega
0.42 200k 1/1/2012
56 Sandpiper Asset Management
Sandpiper Global Macro Program
0.45 1,000k 8/1/2012
55 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.45 1,000k 10/1/2006
54 County Cork LLC
County Cork Macro Equity Hedge
0.48 1,000k 2/1/2016
53 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
0.48 250k 9/1/2014
52 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.52 10,000k 3/1/1998
51 Angle Capital Management LLC
AIP Program
0.53 100k 1/1/2010
50 Cauldron Investments, LLC
Stock Index Plus
0.53 1,000k 10/1/2009
49 Witter & Lester, Inc.
Redstone
0.53 500k 9/1/1994
48 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.59 250k 5/1/2011
47 Hartswell Capital Ltd
MP-1
0.60 250k 1/1/2014
46 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
0.62 40k 6/1/2015
45 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.68 250k 7/1/2015
44 DeltaHedge
VIXVOX 1
0.69 250k 8/1/2015
43 Garraway Capital Management LLP
Garraway Financial Trends
0.72 100k 9/1/2012
42 ROW Asset Managment
Row Currency Program
0.74 1,000k 11/1/2010
41 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.76 250k 10/1/2011
40 Independent View
IV Quantitative Futures Fund
0.76 100k 11/1/2012
39 ML Systems LLC
Sledon Classic (Client)
0.77 300k 8/1/2014
38 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.80 500k 1/1/2015
37 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.80 1,000k 1/1/2013
36 Tianyou Asset Management, LLC
Tianyou Fund LP
0.84 100k 10/1/2012
35 Automaton Trading LLC
Diversified
0.87 500k 7/1/2014
34 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.88 1k 6/1/2009
33 Seven Capital Management
Seven Absolute Return
0.89 100k 6/1/2009
32 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.00 10,000k 4/1/2004
31 Vivienne Investissement
OUESSANT UCITS FUND
1.03 100k 5/1/2012
30 Talenta Capital LLP
Diversified
1.07 950k 6/1/2014
29 NuWave Investment Management, LLC
Commodity Value Portfolio
1.10 2,000k 10/1/2014
28 Urban Tree Capital, LLC
UTC Plus (Client)
1.17 100k 3/1/2013
27 Future Trade AG
Thales Swing Trading Programme
1.21 250k 6/1/2007
26 ROW Asset Managment
Row Diversified Fund, L.P.
1.29 1,000k 11/1/2011
25 Turk Capital LLC
US Market Hedge Strategy
1.35 250k 11/1/2015
24 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.40 100k 1/1/2000
23 Aspect Capital
Aspect Diversified Fund - Class A (USD)
1.40 100k 12/1/1998
22 Emil van Essen
Long-Short Commodity Program - Accelerated
1.42 200k 5/1/2014
21 Buckingham Global Advisors, LLC
Weekly Emini Program
1.43 200k 3/1/2015
20 FORT LP
Fort Global Diversified
1.47 2,000k 10/1/1993
19 Blackwater Capital Management
Tactical Equity
1.59 500k 12/1/2013
18 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.65 1,000k 3/1/2003
17 Pinstripe Trading, LLC
Standard
1.71 125k 8/1/2009
16 EMC Capital Advisors, LLC
EMC Alpha Program
1.74 5,000k 6/1/2013
15 Quantica Capital AG
1X Quantica Managed Futures Fund
1.80 100k 1/1/2014
14 DUNN Capital Management
DUNN WMA Institutional Program
1.81 100k 10/1/2011
13 Global Wealth Analytics, Inc.
Triple M
1.83 1,000k 6/1/2014
12 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.97 3,000k 5/1/2014
11 Turk Capital LLC
US Equity Long/Short Strategy
2.22 250k 4/1/2014
10 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.87 5,000k 9/1/2009
9 Talenta Capital LLP
S&P 500 Momentum
3.11 950k 6/1/2014
8 Vivienne Investissement
MACH 3
3.16 100k 6/1/2015
7 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
3.38 500k 7/1/2013
6 Chesapeake Capital
Diversified Plus (HV)
3.42 100k 4/1/1994
5 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.84 250k 10/1/2009
4 Purple Valley Capital, Inc.
Diversified Trend 1
3.96 100k 8/1/2008
3 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
3.97 250k 2/1/2016
2 Quantica Capital AG
2X Quantica Managed Futures Fund
4.10 100k 1/1/2014
1 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
4.65 250k 8/1/2015

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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